BVT Call 250 CEG 21.02.2025
/ DE000VG1BR54
BVT Call 250 CEG 21.02.2025/ DE000VG1BR54 /
| 1/24/2025 8:44:57 AM |
Chg.+1.17 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.53EUR |
+14.00% |
9.58
Bid Size: 16,000 |
9.60
Ask Size: 16,000 |
Constellation Energy... |
250.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1BR5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.32 |
| Intrinsic value: |
9.24 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.57 |
| Parity: |
9.24 |
| Time value: |
0.25 |
| Break-even: |
334.92 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
0.94 |
| Theta: |
-0.17 |
| Omega: |
3.30 |
| Rho: |
0.17 |
Quote data
| Open: |
9.53 |
| High: |
9.53 |
| Low: |
9.53 |
| Previous Close: |
8.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.45% |
| 1 Month |
|
|
+735.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
+1062.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.36 |
6.69 |
| 1M High / 1M Low: |
8.36 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
8.36 |
| Low (YTD): |
1/2/2025 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,006.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |